+55.2%
HYG vs ROL
+211.6%
-156.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -0.7% | -3.2% | +2.4% | -0.3% |
| 30D | -0.7% | -4.9% | +4.2% | -0.2% |
| 3M | -0.2% | -25.8% | +25.6% | +3.2% |
| 6M | +1.4% | -37.6% | +39.0% | +6.9% |
| YTD | +1.5% | -41.5% | +42.9% | +7.6% |
| 1Y | +2.9% | -39.5% | +42.4% | +8.6% |
| 3Y | +25.6% | +0.1% | +25.5% | +23.3% |
| 5Y | +18.6% | -4.6% | +23.2% | +15.9% |
| All | +55.2% | +211.6% | -156.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling